If you want to delete file from the products downloads use that file link with the next algorithm:
- Select by checkboxes or/and make filtering of products from which you want to delete that download link(s)
- Go to Bulk Edit tab -> tab Advanced -> select 'Downloads' and open its popup there
- Select in the drop-down there option 'Remove selected downloads'
- Press button 'Add File' and set files you want to delete
- Press 'Apply' button on popup
- Click on 'Do Bulk Edit' button and wait until operation finished